Results 251 to 260 of about 12,556 (263)

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model

Journal of Mathematical Finance, 2014
exaly  

Interest Rate Swaps

openaire   +1 more source

Factorization of interest rate swap variation

2008
ANGUISH KEITH A, CUTINHO SUNIL, GLINBERG DMITRIY, IYER SUNEEL, MICHAELS DALE, PATEL KETAN B   +5 more
openaire   +2 more sources

Interest Rate Swaps and Their Derivatives

2009
openaire   +1 more source

Interest Rate and Inflation Swaps

2014
openaire   +1 more source

Interest Rate and Currency Swaps

2014
openaire   +1 more source

Interest rate swap pricing with default risk under variance gamma process

Applied Mathematics, 2017
exaly  

Forward rate agreement and interest rate swaps

2020
openaire   +1 more source

Swaps – Part I: Interest Rate and Currency Swaps

2017
openaire   +1 more source

Interest Rate Swap Valuation

2012
exaly